Semiparametric random coefficient regression models

DOI10.1007/BF00774778zbMath0803.62053MaRDI QIDQ1335367

Rudolf Beran

Publication date: 5 January 1995

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

random effectsgoodness-of-fit testsdeconvolutionempirical characteristic functionerrors-in-variablesconfidence regionsminimum distance estimatesheteroscedastic errorsprediction regionscoefficient distributionslinearized bootstrapsemiparametric, random coefficient regression model

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Nonparametric tolerance and confidence regions (62G15)

Related Items (6)

Minimum distance estimation for random coefficient autoregressive models ⋮ Varying random coefficient models ⋮ Random coefficient regressions: parametric goodness-of-fit tests. ⋮ Specification testing in random coefficient models ⋮ Tests for qualitative features in the random coefficients model ⋮ Testing for parameter stability in \(RCA(1)\) time series

Cites Work

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• On estimating the slope of a straight line when both variables are subject to error
• Minimum distance estimation in random coefficient regression models
• Some Recent Developments in Time Series Analysis. III, Correspondent Paper
• Balanced Simultaneous Confidence Sets
• Some Estimators for a Linear Model with Random Coefficients

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